well then can u tell me what u did because im about to do headshot mode and i would like to skip right thru the last level plz

You have to actually finish the level.

Start Headshot mode (might as well do pussy), play through the level until the cops cutscene. After it saves, quit. Go to Unlocked Acts, select Act 9. Play with any character. Once you kill the Immortal, it should unlock (you may have to wait until the last cutscene is done).